How to create a package using the browser in Pharo?

You'll find an answer at 3.2 Creating a new Package in Pharo by Example:

From the World menu, open a System Browser. Right-click on an existing package in the Package pane and select Add package... from the menu.

However, the tools change frequently. It's sometimes New package. Here's what it looks like (today) in three different versions of Pharo:

Pharo 8

Pharo 7

Pharo 6

To open Nautilus, you have to left-click first, then choose System Browser:

And the classical way is to just define a new class and type in the package name you want in the definition.